+57,369.0%
ORLY vs CLF
+469.9%
+56,899.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.0% |
| 7D | +2.6% | +10.4% | -7.8% | +1.5% |
| 30D | +6.3% | +0.6% | +5.8% | +5.8% |
| 3M | -0.4% | +4.1% | -4.5% | -1.6% |
| 6M | +2.8% | +15.1% | -12.3% | -0.2% |
| YTD | +1.1% | -4.7% | +5.8% | -0.8% |
| 1Y | -6.3% | +20.4% | -26.6% | -10.3% |
| 3Y | +38.9% | -23.4% | +62.2% | +33.4% |
| 5Y | +113.1% | -43.3% | +156.4% | +105.6% |
| 10Y | +426.2% | +80.5% | +345.7% | +302.1% |
| All | +57,369.0% | +469.9% | +56,899.1% | +22,481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling